+487.5%
NTAP vs ESI
+195.2%
+292.3%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.2% |
| 7D | -7.8% | -6.6% | -1.1% | -5.7% |
| 30D | -25.8% | -9.8% | -16.0% | -23.2% |
| 3M | -11.2% | -11.9% | +0.7% | -7.7% |
| 6M | +49.9% | -25.1% | +75.0% | +62.2% |
| YTD | +66.9% | +31.9% | +35.0% | +49.3% |
| 1Y | +58.8% | +19.2% | +39.7% | +46.6% |
| 3Y | +140.8% | +76.2% | +64.7% | +95.2% |
| 5Y | +115.0% | +39.4% | +75.6% | +83.7% |
| 10Y | +570.8% | +304.9% | +265.9% | +329.7% |
| All | +487.5% | +195.2% | +292.3% | +283.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ESI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling